Quantitative Trading: Algorithms, Data, and Optimization

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Course Description

Statistical trading rules and performances evaluation. Active portfolio management and dynamic investment strategies. Data analytics and models of transactions data. Limit order book dynamics in electronic exchanges. Algorithmic trading, informatics, and optimal execution. Market making and inventory control. Risk management and regulatory issues. Prerequisites: STATS 240 or equivalent.

Grading Basis

ROP - Letter or Credit/No Credit

Min

2

Max

4

Course Repeatable for Degree Credit?

No

Course Component

Seminar

Enrollment Optional?

No

Programs

STATS244 is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )
  • (from the following course set: )